A Cepstral Model for Covariate-Dependent Time Series
Overview
Modeling associations between covariates and power spectra of replicated time series using a cepstral-based semiparametric framework. Implements a fast two-stage estimation procedure via Whittle likelihood and multivariate regression.The methodology is based on Li and Dong (2025) doi:10.1080/10618600.2025.2473936.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 12
- Examples that run
- 100%12 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing CepReg adds 18 packages (7 with compiled code, 11 MB of source tarballs). Heaviest: pls 4.2 MB, Rcpp 1.8 MB, GPArotation 1.6 MB.
Code & Tests
People & History
Package metadata
- First published
- 2025-09-10
- Total releases
- 3 / 1 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 10 KB
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